CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1611 |
1.1536 |
-0.0076 |
-0.7% |
1.1656 |
| High |
1.1611 |
1.1559 |
-0.0053 |
-0.5% |
1.1656 |
| Low |
1.1535 |
1.1525 |
-0.0010 |
-0.1% |
1.1525 |
| Close |
1.1535 |
1.1536 |
0.0001 |
0.0% |
1.1536 |
| Range |
0.0077 |
0.0034 |
-0.0043 |
-55.6% |
0.0132 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
334 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1623 |
1.1554 |
|
| R3 |
1.1608 |
1.1589 |
1.1545 |
|
| R2 |
1.1574 |
1.1574 |
1.1542 |
|
| R1 |
1.1555 |
1.1555 |
1.1539 |
1.1553 |
| PP |
1.1540 |
1.1540 |
1.1540 |
1.1539 |
| S1 |
1.1521 |
1.1521 |
1.1532 |
1.1519 |
| S2 |
1.1506 |
1.1506 |
1.1529 |
|
| S3 |
1.1472 |
1.1487 |
1.1526 |
|
| S4 |
1.1438 |
1.1453 |
1.1517 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1967 |
1.1883 |
1.1608 |
|
| R3 |
1.1835 |
1.1751 |
1.1572 |
|
| R2 |
1.1704 |
1.1704 |
1.1560 |
|
| R1 |
1.1620 |
1.1620 |
1.1548 |
1.1596 |
| PP |
1.1572 |
1.1572 |
1.1572 |
1.1560 |
| S1 |
1.1488 |
1.1488 |
1.1523 |
1.1464 |
| S2 |
1.1441 |
1.1441 |
1.1511 |
|
| S3 |
1.1309 |
1.1357 |
1.1499 |
|
| S4 |
1.1178 |
1.1225 |
1.1463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1656 |
1.1525 |
0.0132 |
1.1% |
0.0030 |
0.3% |
8% |
False |
True |
66 |
| 10 |
1.1680 |
1.1525 |
0.0156 |
1.3% |
0.0024 |
0.2% |
7% |
False |
True |
35 |
| 20 |
1.1680 |
1.1493 |
0.0187 |
1.6% |
0.0021 |
0.2% |
23% |
False |
False |
18 |
| 40 |
1.1959 |
1.1493 |
0.0466 |
4.0% |
0.0027 |
0.2% |
9% |
False |
False |
9 |
| 60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0031 |
0.3% |
5% |
False |
False |
7 |
| 80 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0030 |
0.3% |
5% |
False |
False |
5 |
| 100 |
1.2267 |
1.1380 |
0.0888 |
7.7% |
0.0028 |
0.2% |
18% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1648 |
|
1.618 |
1.1614 |
|
1.000 |
1.1593 |
|
0.618 |
1.1580 |
|
HIGH |
1.1559 |
|
0.618 |
1.1546 |
|
0.500 |
1.1542 |
|
0.382 |
1.1537 |
|
LOW |
1.1525 |
|
0.618 |
1.1503 |
|
1.000 |
1.1491 |
|
1.618 |
1.1469 |
|
2.618 |
1.1435 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1542 |
1.1569 |
| PP |
1.1540 |
1.1558 |
| S1 |
1.1538 |
1.1547 |
|